EFTA Document EFTA01456940

— Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SXSE Index is about 55% over the full period Performance since Index inception Return statistics 2S0 225 200 175 150 125 100 75 50 Dec 02 Dec 04 Dec 06 Dec 06 Dec 10 Dec 12 —ST0XX Europe Low Beta High DW 50 Inger (PR) ---EuroS70xX 50 Index (PR) •—ST0XX Europe 600 roger 114R) Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. +1 212 454 0857 Mobile +1 917 374 4185 Email [email protected] IRR since inception STOXX Europe Low Beta High Div 50 Index (PR) 6.80% SXSE Index Index (PR) 234% STOXX Europe 600 Index (PR) 4.42% YTD return 789% 3.76% 4.51% 1.month return -0.45% 1.68% 0.32% 3-month return -0.79% -007% 0.36% 1 year return 1542% 11.50% 10.516 3 year return 42.45% 4800% 51.68% Worst dav -8.01% -7.88% -7.82% Best day 10 34% 11 00% 9.87% MOXIMUM DMW00YM -42.56% -60 29% -60.54% AnnualisedVolauldy 14.29% 22 45% 18.93% Return/ Risk relic 0.48 0.10 023 Beta Correlation 100.00% 100.00% 5563% 87 42% 68 86% 91.14% CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00262472 DB-SDNY-0 116288 EFTA01456940